Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647139.7197 | 667876.6816 | -20736.9619 | 182636.3797 | 421969.1837 | -239332.8039 |
Total P&L (%) | 647.1397 | 667.8767 | -20.737 | 182.6364 | 421.9692 | -239.3328 |
Avg Daily Profit (%) | 0.3516 | 0.3629 | -0.0113 | 0.0565 | 0.0898 | 0 |
Buy And Hold Return (%) | 152.8364 | 152.8364 | 152.8364 | 152.8364 | 152.8364 | 152.8364 |
Max Trade Drawdown | -111927 | -95913 | -67072 | -489681 | -314935 | -253741 |
Profit Factor | 2.1574 | 3.7178 | 0.9338 | 1.0968 | 1.5165 | 0.7765 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 36.2319 | 37.1429 | 35.2941 | 36.2319 | 37.1429 | 35.2941 |
Ratio Avg Win / Avg Loss | 3.797 | 6.2917 | 1.712 | 1.9303 | 2.5665 | 1.4236 |
Largest Winning Trade | 586521 | 586521 | 51867 | 527848 | 527848 | 198823 |
Largest Losing Trade | -33648 | -26842 | -33648 | -174768 | -157454 | -174768 |
Avg Bars in Trades | 101 | 96 | 106 | 101 | 96 | 106 |
Avg Bars in Winners | 199 | 175 | 226 | 199 | 175 | 226 |
Avg Bars in Losers | 45 | 50 | 40 | 45 | 50 | 40 |
Bars Traded | 6993 | 3385 | 3608 | 6993 | 3385 | 3608 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100208 | 337732 | -583736 | -447257 | -78858 | -584847 |
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{ "first_band": { "type": "swma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 78, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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